+275.1%
ELF vs ALM
+396.4%
-121.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.7% |
| 7D | +4.0% | -6.7% | +10.7% | +4.2% |
| 30D | +10.6% | -32.9% | +43.5% | +11.7% |
| 3M | +25.8% | -39.5% | +65.3% | +27.3% |
| 6M | +89.1% | -62.0% | +151.0% | +93.0% |
| YTD | +52.7% | -7.8% | +60.6% | +54.0% |
| 1Y | +51.7% | +26.7% | +25.1% | +52.5% |
| 3Y | +14.2% | +825.4% | -811.1% | +15.0% |
| All | +275.1% | +396.4% | -121.3% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling